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VVSGX vs. VCIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VVSGX vs. VCIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I Small Cap Growth Fund (VVSGX) and VALIC Company I International Equities Index Fund (VCIEX). The values are adjusted to include any dividend payments, if applicable.

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VVSGX vs. VCIEX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VVSGX
VALIC Company I Small Cap Growth Fund
-3.14%8.99%10.85%14.20%-32.21%-3.59%
VCIEX
VALIC Company I International Equities Index Fund
0.65%24.75%3.15%17.20%-14.40%-1.17%

Returns By Period

In the year-to-date period, VVSGX achieves a -3.14% return, which is significantly lower than VCIEX's 0.65% return.


VVSGX

1D
4.62%
1M
-6.72%
YTD
-3.14%
6M
-0.44%
1Y
15.45%
3Y*
8.53%
5Y*
10Y*

VCIEX

1D
2.26%
1M
-6.76%
YTD
0.65%
6M
4.70%
1Y
21.94%
3Y*
11.97%
5Y*
6.64%
10Y*
7.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VVSGX vs. VCIEX - Expense Ratio Comparison

VVSGX has a 0.88% expense ratio, which is higher than VCIEX's 0.42% expense ratio.


Return for Risk

VVSGX vs. VCIEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VVSGX
VVSGX Risk / Return Rank: 2121
Overall Rank
VVSGX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
VVSGX Sortino Ratio Rank: 2222
Sortino Ratio Rank
VVSGX Omega Ratio Rank: 1818
Omega Ratio Rank
VVSGX Calmar Ratio Rank: 2020
Calmar Ratio Rank
VVSGX Martin Ratio Rank: 2323
Martin Ratio Rank

VCIEX
VCIEX Risk / Return Rank: 6565
Overall Rank
VCIEX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VCIEX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VCIEX Omega Ratio Rank: 6868
Omega Ratio Rank
VCIEX Calmar Ratio Rank: 6161
Calmar Ratio Rank
VCIEX Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VVSGX vs. VCIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Small Cap Growth Fund (VVSGX) and VALIC Company I International Equities Index Fund (VCIEX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


VVSGXVCIEXDifference

Sharpe ratio

Return per unit of total volatility

0.64

1.38

-0.73

Sortino ratio

Return per unit of downside risk

1.07

1.78

-0.71

Omega ratio

Gain probability vs. loss probability

1.14

1.28

-0.14

Calmar ratio

Return relative to maximum drawdown

0.85

1.61

-0.76

Martin ratio

Return relative to average drawdown

3.27

6.51

-3.23

VVSGX vs. VCIEX - Sharpe Ratio Comparison

The current VVSGX Sharpe Ratio is 0.64, which is lower than the VCIEX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of VVSGX and VCIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VVSGXVCIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

1.38

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.03

-0.14

Correlation

The correlation between VVSGX and VCIEX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VVSGX vs. VCIEX - Dividend Comparison

VVSGX's dividend yield for the trailing twelve months is around 2.57%, less than VCIEX's 6.87% yield.


TTM202520242023202220212020201920182017
VVSGX
VALIC Company I Small Cap Growth Fund
2.57%0.00%0.00%7.74%10.27%0.00%0.00%0.00%0.00%0.00%
VCIEX
VALIC Company I International Equities Index Fund
6.87%0.00%2.41%2.37%3.14%1.60%4.08%3.16%2.27%2.31%

Drawdowns

VVSGX vs. VCIEX - Drawdown Comparison

The maximum VVSGX drawdown since its inception was -44.74%, smaller than the maximum VCIEX drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for VVSGX and VCIEX.


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Drawdown Indicators


VVSGXVCIEXDifference

Max Drawdown

Largest peak-to-trough decline

-44.74%

-75.07%

+30.33%

Max Drawdown (1Y)

Largest decline over 1 year

-13.96%

-11.75%

-2.21%

Max Drawdown (5Y)

Largest decline over 5 years

-29.28%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

Current Drawdown

Current decline from peak

-19.17%

-8.77%

-10.40%

Average Drawdown

Average peak-to-trough decline

-25.32%

-37.68%

+12.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

3.04%

+0.60%

Volatility

VVSGX vs. VCIEX - Volatility Comparison

VALIC Company I Small Cap Growth Fund (VVSGX) has a higher volatility of 9.15% compared to VALIC Company I International Equities Index Fund (VCIEX) at 7.11%. This indicates that VVSGX's price experiences larger fluctuations and is considered to be riskier than VCIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VVSGXVCIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.15%

7.11%

+2.04%

Volatility (6M)

Calculated over the trailing 6-month period

15.21%

10.36%

+4.85%

Volatility (1Y)

Calculated over the trailing 1-year period

24.25%

16.34%

+7.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.15%

16.00%

+9.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.15%

16.77%

+8.38%